readme.dw.txt
Creators:
Cees Diks
;
Marcin Wolski
From the dataset abstract
We propose an extension of the bivariate nonparametric Diks-Panchenko Granger non-causality test to multivariate settings. We first show that the asymptotic theory for the bivariate test...
Source: Nonlinear Granger Causality: Guidelines for Multivariate Analysis (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/798826a1-d06c-4e40-bcc4-66807951228f/resource/78b17dc0-3365-472b-b015-8af95f0b175c/download/readme.dw.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
